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Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Quantopian lectures
45 documents
Binance API docs
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

113 documents

ProRealCode

This strategy description presents a long-only EUR/USD setup on the four-hour chart. It requires the 21-, 40-, and 100-period exponential moving averages to be ordered upward and rising. A candle must dip below the fastest average and close back above it,…

ForexTrend followingBreakoutTechnical indicators
ProRealCode

The Alan Square, also called DaBox, is a price action framework built from the prior period’s high and low. It marks the range boundaries, midpoint, quarter levels, and extensions, then projects diagonal lines from key levels. Major angles are described as…

FuturesEquitiesForexTechnical indicators
ProRealCode

This indicator plots twenty stochastic oscillators, using lookback periods from 5 through 24 and a smoothing setting of 3. It returns the oscillator series together in one display, allowing a trader to compare how readings across several calculation horizons…

Technical indicatorsForexMomentum
ProRealCode

This proposed EUR/USD strategy combines Bollinger Bands, a conventional RSI, a Traders Dynamic Index (TDI), and a custom ATR-based stop line. Long setups begin when price and the momentum measures reach specified lower extremes; the system then waits for the…

ForexTechnical indicatorsMean reversionMomentum
ProRealCode

The document presents a four-hour forex system: a breakout approach for NZD/USD and a reversal variant for AUD/NZD, described as using the same code with long and short orders reversed. The sample rules combine the direction of recent daily closes, a…

ForexBreakoutMean reversionTechnical indicators
ProRealCode

This chart indicator marks the European pre-opening range with a rectangle, reports its high, low, and range width, then extends horizontal lines at the range boundaries into the following session. The supplied implementation uses an 08:05 to 09:00 time…

Technical indicatorsForexFuturesBreakout
ProRealCode

This ProRealTime indicator displays several Ichimoku-related events as histogram signals. It calculates Tenkan-sen and Kijun-sen from recent highs and lows, derives Senkou spans for the cloud, and marks short sequences where the two lines remain equal,…

Technical indicatorsTrend followingForex
ProRealCode

This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…

ForexBreakoutVolatilityTechnical indicators
ProRealCode

Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…

Technical indicatorsTrend followingForexStatistics
ProRealCode

This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…

ForexBreakoutVolatilityTechnical indicators
ProRealCode

This indicator marks the opening and closing periods of the Tokyo, London, and New York sessions beneath a price chart. It uses specified clock times to switch each market's display state on and off, then draws a labeled colored marker while that session is…

Technical indicatorsForexMarket microstructure
ProRealCode

This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…

ForexMomentumVolatilityTrend following
ProRealCode

Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…

Technical indicatorsEquitiesFuturesForex
ProRealCode

This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…

ForexBreakoutTechnical indicatorsBacktesting
ProRealCode

This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…

ForexTrend followingTechnical indicatorsRisk management
ProRealCode

The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…

BreakoutForexBacktestingRisk management
ProRealCode

This five-minute EURUSD strategy combines a stochastic oscillator with a long-term exponential moving average. A long entry requires the oscillator to remain in an oversold range across several candles, price to be above the moving average, and the…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

ForexTrend followingTechnical indicatorsExecution
ProRealCode

The document describes a forex strategy that combines the Awesome Oscillator, Accelerator Oscillator, and Parabolic SAR. It enters long after price crosses above the SAR and both oscillators rise, or short after price crosses below the SAR and both fall. A…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

This indicator automatically draws horizontal reference levels near the current Forex price. It rounds the close to a nearby base level, then checks whether adjacent levels fall within a specified distance before drawing them. It uses one rounding scale for…

ForexTechnical indicators
ProRealCode

The Waddah Attar Explosion indicator combines the change in MACD with Bollinger Band width to represent directional momentum and volatility expansion. The MACD change is multiplied by a sensitivity coefficient and split into positive and negative histograms.…

ForexTechnical indicatorsMomentumVolatility
ProRealCode

ASCTrend is a chart indicator that uses Williams Percent Range to generate buy and sell arrows. Its RISK setting controls the indicator period and shifts the thresholds used to identify signals. A signal is produced when the indicator moves from an…

Technical indicatorsFuturesForex
ProRealCode

This proposed EUR/USD strategy on an hourly chart looks for a sharp move through a Bollinger Band followed by a close beyond the opposite band. The long setup also requires the positive directional indicator to exceed the negative one, while the short setup…

ForexTechnical indicatorsMean reversionRisk management
ProRealCode

This indicator compares Bollinger Bands with a second price envelope built from average range. When the Bollinger Bands fit inside the range envelope, the indicator marks a squeeze by leaving the squeeze series undefined. When the Bollinger Bands extend…

Technical indicatorsVolatilityMomentumForex